Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-30 0.316289 0.345508 0.377225 0.414387 0.456962 0.504483 0.561918
2025-04-06 0.278284 0.315360 0.357811 0.410527 0.474971 0.552173 0.653194
2025-04-13 0.245301 0.285328 0.332950 0.394697 0.474027 0.574547 0.715009
2025-04-20 0.227502 0.270812 0.324145 0.396091 0.492961 0.622582 0.816119
2025-04-27 0.212558 0.258012 0.315656 0.396147 0.509154 0.668138 0.920989
2025-05-04 0.199786 0.246628 0.307571 0.395313 0.523261 0.711851 1.030579
2025-05-11 0.189991 0.238181 0.302376 0.397495 0.541327 0.763256 1.162202
2025-05-18 0.176862 0.224212 0.288383 0.385508 0.536439 0.777655 1.232998
2025-05-25 0.164535 0.210507 0.273700 0.371055 0.525878 0.780915 1.283570
2025-06-01 0.158034 0.204447 0.269362 0.371578 0.538886 0.825305 1.422553
2025-06-08 0.155223 0.203349 0.271996 0.382841 0.570508 0.906945 1.659284
2025-06-15 0.150811 0.199627 0.270408 0.387145 0.590585 0.970329 1.875139
2025-06-22 0.145592 0.194599 0.266760 0.388196 0.605826 1.028587 2.103395
2025-06-29 0.140020 0.188728 0.261413 0.385912 0.614648 1.075355 2.320143
2025-07-06 0.132279 0.179216 0.249839 0.372144 0.600392 1.070872 2.393890
2025-07-13 0.128571 0.175635 0.247395 0.373901 0.616110 1.134938 2.697209
2025-07-20 0.124839 0.171820 0.244323 0.374254 0.629029 1.195110 3.018667
2025-07-27 0.121183 0.167940 0.240905 0.373675 0.639932 1.252653 3.363439
2025-08-03 0.118306 0.165137 0.239077 0.375811 0.656704 1.328376 3.825396
2025-08-10 0.113138 0.158491 0.230520 0.364808 0.644083 1.325260 3.962647
2025-08-17 0.107841 0.151459 0.221024 0.351480 0.625198 1.302545 4.005474
2025-08-24 0.105361 0.148849 0.218878 0.351992 0.637109 1.367118 4.501233
2025-08-31 0.104755 0.149220 0.221799 0.362436 0.672747 1.508120 5.523975